List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| The Role of Jumps in Volatility Spillovers in Foreign Exchange Markets: Meteor Shower and Heat Waves Revisited Journal of Business and Economic Statistics | 2024-10-28 | Paper |
| Estimation of the discontinuous leverage effect: evidence from the NASDAQ order book Journal of Econometrics | 2019-04-30 | Paper |
| Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model Economics Letters | 2013-01-29 | Paper |
Research outcomes over time
This page was built for person: Christopher J. Neely
